Abstract: The Kernel k-Means algorithm for clustering extends the classic k-Means clustering algorithm. It uses the kernel trick to implicitly calculate distances on a higher dimensional space, thus ...
Journal of Business & Economic Statistics, Vol. 34, No. 4, Special Issue on Big Data (October 2016), pp. 504-518 (15 pages) We propose a composite realized kernel to estimate the ex-post covariation ...
The performance of multivariate kernel density estimates depends crucially on the choice of bandwidth matrix, but progress towards developing good bandwidth matrix selectors has been relatively slow.
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